Once upon a time, I believed that too. But the basis for me saying this is not on religious or spiritual grounds, but practical psychological grounds. I'll explain....
In reality, if we assume say a choice of believing "I am a worthless human being," or "I am a unique and beautiful human being," both in their own right are "pretending", as you put it. With both choices of belief, you will find plenty of supporting evidences for either position. And how that happens is quite fascinating.
In "pretending", assuming a position and then holding it as truth, we actually create its reality for us. It becomes a self-amplifying feedback system. "I believe I am ugly and undesirable socially". Start with that belief, and yes, you will look in the mirror and see ugliness. You will walk out in public with your head hung low. Others will then avoid you because you exude negativity from your person. You become unpleasant to be around.
You have now all the evidence you need to reinforce the truth of that belief you chose out of other options. You then experience that worthlessness you believe, thus validating its truth in your own eyes, and to be told, "No, you are beautiful", is in fact a pure fiction in your eyes, because "reality" for you says everything but that! You know you are undesirable, because look, nobody wants to be around you!
One of the basic concepts in the Cognitive Behavioral Sciences is how our choice of beliefs, what we tell ourselves is true, creates the reality of that belief for ourselves in either negative, or positive feedback loops. The set of eyes we use to see evidences are colorized by our chosen perspective, or choosing what to believe about a given situation, or at a deeper level, the truth of ourselves. Say what one will about the effectiveness of CBT treatment therapies, there are core truths to what it says.
In reality, all "reality" is "pretend". We collectively choose a perception of reality that works for us in one way or another. Reality, such as it is for us, is nothing other than perception of truth. A metaphor for truth. We take basic "openness", create a metaphor to describe aspects of it, an "as if" statement, and then invest our ideas and beliefs, our meaning-making aspects of our mind into that image, that model, that "as if" statement as what it is. It then becomes that, a lived, and experienced reflection of that projection of our individual and collective truths upon that openness.
Reality is a reflection of our beliefs. And the result is we literally inhabit different realities,
even though we share the same physical spaces together. What becomes truth to us, begins with a choice in belief, either explicitly chosen, or simply adopted slipping in through programming of beliefs through culture and society. Not all choices in belief, are overt choices. A great deal of depression can in fact be effectively treated by choosing to believe positive ideas instead.
There is equally as much evidence to support those, as there was the depressing views. One can be looking straight at evidence which contradicts that view, and literally be unable to perceive it because beliefs create a structure that disallows other perceptions of reality. It is in a way kind of a cosmic joke, that all our realities begin and end with "pretending".
You do if you're motivated to.